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A matrix-less method to approximate the spectrum and the spectral function of Toeplitz matrices with real eigenvalues
Numerical Algorithms ( IF 1.7 ) Pub Date : 2021-06-24 , DOI: 10.1007/s11075-021-01130-9
Sven-Erik Ekström , Paris Vassalos

It is known that the generating function f of a sequence of Toeplitz matrices {Tn(f)}n may not describe the asymptotic distribution of the eigenvalues of Tn(f) if f is not real. In this paper, we assume as a working hypothesis that, if the eigenvalues of Tn(f) are real for all n, then they admit an asymptotic expansion of the same type as considered in previous works, where the first function, called the eigenvalue symbol \(\mathfrak {f}\), appearing in this expansion is real and describes the asymptotic distribution of the eigenvalues of Tn(f). This eigenvalue symbol \(\mathfrak {f}\) is in general not known in closed form. After validating this working hypothesis through a number of numerical experiments, we propose a matrix-less algorithm in order to approximate the eigenvalue distribution function \(\mathfrak {f}\). The proposed algorithm, which opposed to previous versions, does not need any information about neither f nor \(\mathfrak {f}\) is tested on a wide range of numerical examples; in some cases, we are even able to find the analytical expression of \(\mathfrak {f}\). Future research directions are outlined at the end of the paper.



中文翻译:

一种用实特征值逼近 Toeplitz 矩阵的谱和谱函数的无矩阵方法

众所周知,如果f不是实数,则一系列 Toeplitz 矩阵 { T n ( f )} n的生成函数f可能无法描述T n ( f )的特征值的渐近分布。在本文中,我们假设一个工作假设是,如果T n ( f )的特征值对于所有n都是实,那么它们承认与之前工作中考虑的相同类型的渐近展开,其中第一个函数称为特征值符号\(\mathfrak {f}\),出现在这个展开式中是实数,它描述了T n ( f )的特征值的渐近分布。这个特征值符号\(\mathfrak {f}\)通常在封闭形式中是未知的。在通过大量数值实验验证了这个工作假设之后,我们提出了一种无矩阵算法来近似特征值分布函数\(\mathfrak {f}\)。与以前的版本相反,所提出的算法不需要关于f\(\mathfrak {f}\) 的任何信息,并在广泛的数值示例上进行测试;在某些情况下,我们甚至可以找到\(\mathfrak {f}\)的解析表达式. 论文末尾概述了未来的研究方向。

更新日期:2021-06-24
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